The professional project of social work assumes a particular orientation to human agency on the part of social workers. Specifically, the social work educational literature focusing on the nature of the profession suggests that social workers exert considerable control over the means and ends of their practice. In this paper, we ask whether this assumption is warranted. While we conceptualise this issue as relevant to the entire spectrum of professional social work practice, here we discuss our claim in relation to social workers adopting policy activist roles. We suggest that the actual engagement of social workers in policy practice and political change in liberal democracies is muted and we canvas a number of reasons that help explain why this is the case. We canvas the impact of naive conceptualisations of what we call the ‘heroic agency’ of social work identity as employed in texts used in pre-service social work education. Specifically, we pose the thesis that new social work graduates, when immersed into the organisational rationalities of reconfigured ‘welfare states’, may experience a considerable mismatch between the promise of being a social change agent and their experience as a beginning practitioner, making it difficult for them to confidently articulate their political identity and purpose.